What's the name of this kind of "screw"? which comes with a pass through hole where a wire is inserted and secured by tighten a nut, or the screw itself. This is used in devices like carburetor choke and accelerator levers...

There is some variation in the different products, so your own search may find you a more desired selection.

I'd forgotten that my tandem bicycle has just that type of cable stop on the Arai drum brake. This means you may find yet another form of this device on bicycle web sites or at a well equipped local bike shop.